X-Axis Mirror mirrors the bones, but they appear on the same side
A more complete indication (than the comments):

Blender's convention for armature is mirroring along -X / +X axis.


-X is the right part of the character (on screen on the left when looking in front view)
+X is the left part (same principle)


To avoid complexity, it is good to rig your character using the same orientation and scale for both the armature and your character. And much preferably no rotation and no scale.